Hmm, I didn't start out with all the characters, I earned them by fighting and beating most of the game by myself. I still haven't gotten Utsuho, Yuka, or Shikieiki yet so I can't give you my opinion on them.

And you will NEED to switch people for boss fights because of the whole elemental affinities thing and whether a person is weak to mind or def. Meaning, for example, if Yuka is weak to a fire elemental affinity, then you have to bring in people like Yuugi and Alice to deal way more damage with fire attacks. There's no point bringing in Marisa, whose attacks are all mystic, into that fight since Yuka is resistant to mystic.

For tanks, Komachi's insane hp growth will make her the best tank in the game. Narrow Confines of Avici is also one of the best debuffs so that's useful. Tenshi's def and mind are very high and she'll also make a good tank, but you have to be careful since there are attacks that ignore def and mind in the plus disc.

The best ones for support would be Reimu, Yukari, Eirin, and Sakuya, since they have decent HP and can stand most attacks.

With Yukari Reimu can focus on healing while Yukari buffs up def/mind. Sakuya is mainly for speed, use ZA WARUDO before Lunar Dial and you'll have a valuable speed buffer and you can use her to switch out characters quickly.

Ran is useful sometimes with her Banquet of 12 General Gods and Eighty Million Holy Boards and you can use her to buff up the whole party at once.

Eirin is there to heal and stand attacks that would normally kill Sanae or Minoriko. You can bring Sanae or Minoriko in your party but they are pretty fragile so try to avoid them being hit. Also Mystia is pretty useful.

For attacking, there's a choice of Youmu, Marisa, Patchy, Flandre, Yuugi, Yuyuko, Kaguya, and Kanako. And apparantly Utsuho and Shikieiki.

So a good party would be Reimu, Marisa, Patchy, Eirin, Sakuya, Flandre, Yukari or Ran, Youmu, Yuyuko, Komachi, Sanae or Minoriko, Shikieiki, and Kanako.

And I'm not sure if it will be the case in your game, but the stairs to floor 21 might not show up after you've beaten the floor 20 final boss. If that happens, try reinstalling the game.